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  1. EXPLORE OUR DATA
  2. Data dictionary
  3. Analytics Solutions

Kaiko Best Execution

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Last updated 4 days ago

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Get a market-representative execution benchmark that’s ideal for reporting and demonstrating execution efficiency to clients.

  • Historical data: No

  • Live data: Yes

  • Granularity: Every second

  • Coverage: The top 10 exchanges on the Kaiko Exchange Ranking

  • Limitations: Pricing is for specific trading pairs. If the pair doesn't belong to one of our vetted Exchanges (Top 10), the “unvetted” parameter needs to be set to “true” to get a price.

  • Methodology: 10s. Aggregation Period MidPrice + VWAP. .

  • Docs:

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Kaiko Best Execution